VWAP execution and guaranteed VWAP (Q2940767)
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scientific article; zbMATH DE number 6388331
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | VWAP execution and guaranteed VWAP |
scientific article; zbMATH DE number 6388331 |
Statements
VWAP Execution and Guaranteed VWAP (English)
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20 January 2015
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optimal liquidation
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VWAP strategy
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guaranteed VWAP contract
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optimal control
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indifference pricing
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0.8746987581253052
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0.868743360042572
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0.8569745421409607
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0.8232202529907227
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0.8020475506782532
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